Anic Equity¶

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Total return since start: 0.699 %¶

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Equity now: -----------------------------> 51890.52 Kr¶

Max Equity ever reached: ------------> 51912.9 Kr¶

Portfolio value: --------------------------> 48691.46 Kr¶

PnL: ---------------------------------------> -396.11 Kr¶

DD now: ---------------------------------> -0.043 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 09:09:24.403037'

Anic Portfolio¶

Today¶

Return: -0.016 %¶

This Week¶

Return: 9.181 %¶

Total¶

Return: 69.876 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 0.150000 783.200000 110.200000 16.370000 673.000000
Nordea Bank Abp 29 0.080000 3538.000000 84.000000 2.430000 3453.999992
HEBA B 70 -0.260000 2716.000000 80.000000 3.030000 2636.000010
Fasadgruppen Group 38 2.590000 4218.000000 77.000000 1.860000 4140.999992
Swedbank A 3 2.390000 605.100000 41.100000 7.290000 564.000000
SAAB B 8 -0.330000 3416.000000 39.000000 1.150000 3377.000000
Resurs Holding 22 0.000000 608.960000 34.960000 6.090000 573.999998
MedCap 2 -1.730000 455.000000 34.000000 8.080000 421.000000
AcadeMedia 12 -0.850000 589.440000 32.440000 5.820000 557.000004
Samhällsbyggnadsbo. i Norden B 20 0.470000 384.900000 29.900000 8.420000 355.000000
OEM International B 7 0.260000 550.200000 22.200000 4.200000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Intrum 4 0.220000 540.600000 13.600000 2.580000 527.000000
Eastnine 4 0.000000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Securitas B 6 0.000000 579.120000 9.120000 1.600000 570.000000
Midsona B 63 -0.630000 591.570000 8.570000 1.470000 582.999984
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.290000 247.440000 1.440000 0.590000 246.000000
Handelsbanken A 5 0.740000 547.250000 1.250000 0.230000 546.000000
Corem Property Group B 59 -0.610000 577.910000 0.910000 0.160000 576.999999
Creaspac SPAC 6 -0.620000 576.600000 -0.400000 -0.070000 577.000002
Coor Service Management Hold. 8 -0.080000 530.800000 -1.200000 -0.230000 532.000000
Boozt 12 0.150000 1647.600000 -6.400000 -0.390000 1653.999996
Essity B 2 0.070000 550.400000 -23.600000 -4.110000 574.000000
International Petroleum Corp. 5 -1.840000 560.000000 -34.570000 -5.810000 594.565215
Sampo Oyj SDB 7 -0.460000 3815.000000 -35.000000 -0.910000 3850.000000
CTEK 13 -2.100000 495.820000 -38.180000 -7.150000 533.999999
Essity A 4 0.000000 1108.000000 -41.000000 -3.570000 1149.000000
Vivesto 1368 -0.050000 567.450000 -45.550000 -7.430000 612.999432
Beijer Electronics Group 27 -0.890000 3013.200000 -70.800000 -2.300000 3083.999994
OX2 22 -0.250000 1777.600000 -211.400000 -10.630000 1989.000002
Axfood 15 0.410000 4062.000000 -238.000000 -5.530000 4300.000005
Ovzon 64 0.000000 3456.000000 -540.000000 -13.510000 3996.000000
TOTAL 48691.460000 -396.110000 -0.04311% 49087.564636

Updated:¶

'2023-01-31 09:09:37.538762'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶